>When including a .jpg file in the frx, 'Unsupported picture file BMP' message is displayed and the picture is not printed in the report. I want to use this for the company logo and etc.

JPG should be working I think. If not pls sent me yr FRX and jpg to test via email.

At this point in time due to HPDF library limitations, only supported picture types are PNG and JPG.
Tip: use Streach type 2 on frx pictures for optimal resuolts. Clip (0) might get you stucked in some cases.

HTH
Sergio